Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.200 -0.04 Show Price Chart 99.245 99.255 99.180 545,763
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 130'140 +0'055 Show Price Chart 130'140 130'220 129'295 1,790,213
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 140'280 +0'115 Show Price Chart 140'235 141'015 140'055 30,086
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 103'205 -0'005 Show Price Chart 103'235 103'260 103'130 2,639
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 106'165 -0'020 Show Price Chart 106'235 106'285 106'050 1,819

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.360 -0.01 Show Price Chart 99.370 99.375 99.350 328,077
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.300 -0.03 Show Price Chart 99.330 99.335 99.285 469,381
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.255 -0.04 Show Price Chart 99.300 99.315 99.240 410,145
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.200 -0.04 Show Price Chart 99.245 99.255 99.180 545,763
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.150 -0.04 Show Price Chart 99.195 99.210 99.125 423,134
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.085 -0.03 Show Price Chart 99.125 99.145 99.050 343,690
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.015 -0.02 Show Price Chart 99.050 99.075 98.975 259,245
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.930 -0.015 Show Price Chart 98.950 98.985 98.880 347,717
30 Day Federal Funds Futures ZQJ6 APR 2016 APR 2016 99.600 0.00 Show Price Chart 99.600 99.605 99.590 56,588
2-Year Eurodollar Bundle Futures BU2H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH6 MAR 2016 MAR 2016 109'127 -0'010 Show Price Chart 109'145 109'155 109'102 332,008
5-Year T-Note Futures ZFH6 MAR 2016 MAR 2016 121'027 +0'002 Show Price Chart 121'052 121'107 120'260 945,745
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 130'140 +0'055 Show Price Chart 130'140 130'220 129'295 1,790,213
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 140'280 +0'115 Show Price Chart 140'235 141'015 140'055 30,086
Ultra U.S. Treasury Bond Futures UBH6 MAR 2016 MAR 2016 168'29 +0'27 Show Price Chart 168'21 169'01 167'07 101,574
U.S. Treasury Bond Futures ZBH6 MAR 2016 MAR 2016 163'18 +0'26 Show Price Chart 163'06 163'22 162'04 349,290

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UH6 MAR 2016 101'092 -0'030 Show Price Chart 101'130 101'130 101'092 292
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 103'205 -0'005 Show Price Chart 103'235 103'260 103'130 2,639
7-Year USD Deliverable Interest Rate Swap Futures S1UH6 MAR 2016 104'290 -0'050 Show Price Chart 104'265 104'305 104'265 125
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 106'165 -0'020 Show Price Chart 106'235 106'285 106'050 1,819
20-Year USD Deliverable Interest Rate Swap Futures E1UH6 MAR 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UH6 MAR 2016 110'17 -0'01 Show Price Chart 110'23 110'24 109'28 73
2-Year Euro Deliverable Interest Rate Swap Futures T1EH6 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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